Jfon parametric time series analysis and prediction: uniform almost sure convergence of the window and jt-nn autoregression estimates

Convergence of Probability Measures

1999 • 14,297 citations

Stochastic processes

1953 • 9,312 citations

Optimal Global Rates of Convergence for Nonparametric Regression

1982 • 1,456 citations

Nonparametric Functional Estimation

1983 • 818 citations

NONPARAMETRIC ESTIMATORS FOR TIME SERIES

1983 • 574 citations

Convergence of Probability Measures.

1969 • 557 citations

Weak and strong uniform consistency of kernel regression estimates

1982 • 469 citations

Markov Processes. Structure and Asymptotic Behavior

1971 • 465 citations

On Consistent Estimates of the Spectrum of a Stationary Time Series

1957 • 365 citations

On the Almost Everywhere Convergence of Nonparametric Regression Function Estimates

1981 • 217 citations

Nonparametric Estimation of the Transition Distribution Function of a Markov Process

1969 • 162 citations

Estimation Non-paramétrique de la Régression: Revue Bibliographique

1981 • 143 citations

The uniform convergence of nearest neighbor regression function estimators and their application in optimization

1978 • 139 citations

Remarks on Non-Parametric Estimates for Density Functions and Regression Curves

1970 • 128 citations

Propri�t�s de convergence presque compl�te du pr�dicteur � noyau

1984 • 115 citations

Nonparametric Identification for Diffusion Processes

1978 • 115 citations

Contributions to the Theory of Nonparametric Regression, with Application to System Identification

1979 • 105 citations

The uniform convergence of the nadaraya‐watson regression function estimate

1978 • 85 citations

Nonparametric regression: An up–to–date bibliography

1985 • 55 citations

On the 𝜓-mixing condition for stationary random sequences

1983 • 50 citations

A nonparametric Markov Model for daily river flow

1979 • 48 citations

Nonparametric system identification by kernel methods

1984 • 48 citations

Estimation de la transition de probabilité d'une chaîne de Markov doëblin-récurrente. étude du cas du processus autorégressif général d'ordre 1

1983 • 42 citations

Nonparametric Estimation of Markov Transition Functions

1979 • 39 citations

Nonparametric estimation of the drift coefficient in the diffusion equation

1981 • 39 citations

Nonparametric Discrimination and Density Estimation.

1976 • 33 citations

On the ϕ-mixing condition for stationary random sequences

1980 • 26 citations

Some Recent Developments in Time Series Analysis, Correspondent Paper

1981 • 24 citations

From Non Parametric Regression to Non Parametric Prediction: Survey of the Mean Square Error and Original Results on the Predictogram

1983 • 17 citations

Sur la pr�diction non param�trique de variables al�atoires et de mesures al�atoires

1983 • 13 citations

Non Parametric Prediction in Stationary Processes

1983 • 12 citations

Prédiction non paramétrique : étude de l'erreur quadratique du prédictogramme

1984 • 11 citations

Fitting models in time series analysis

1982 • 8 citations

On the uniform complete convergence of estimates for multivariate density functions and regression curves

1980 • 6 citations

Time series model identification by estimating information, memory and quantiles

1983 • 3 citations

Simulation in the General First Order Autoregressive Process (Unidimensional Normal Case)

1983 • 2 citations

From Data Analysis to Non Parametric Statistics: Recent Developments and a Computer Realization for Exploratory Techniques in Regression or Prediction

1982 • 2 citations

Deleted Work

1955 • 0 citations